+60.5%
JEPQ vs ALM
+909.2%
-848.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.7% | -8.8% | -1.4% |
| 7D | +3.4% | +1.2% | +2.2% | +3.3% |
| 30D | -5.6% | -19.3% | +13.7% | -4.7% |
| 3M | -4.2% | -40.6% | +36.5% | -2.1% |
| 6M | -0.2% | -57.9% | +57.7% | +2.9% |
| YTD | +6.7% | -6.7% | +13.4% | +6.7% |
| 1Y | +9.5% | +20.2% | -10.7% | +8.4% |
| 3Y | +60.5% | +879.4% | -818.9% | +49.1% |
| All | +60.5% | +909.2% | -848.7% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling